+110.9%
DT vs RJF
+266.2%
-155.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -4.9% | +1.8% | -6.6% | -5.5% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +20.0% | +18.0% | +2.0% | +12.1% |
| 6M | +28.0% | +17.0% | +11.1% | +19.7% |
| YTD | +16.0% | +11.1% | +4.9% | +10.3% |
| 1Y | +0.7% | +8.0% | -7.2% | -3.3% |
| 3Y | +6.2% | +73.3% | -67.1% | -17.4% |
| 5Y | -28.1% | +107.4% | -135.6% | -47.8% |
| All | +110.9% | +266.2% | -155.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling